Stochastic Correlation and Option Pricing - Articles

Likelihood and Quadratic Distance Methods for the Generalized Asymmetric Laplace Distribution for Financial Data (Articles)

Andrew Luong

Open Journal of Statistics Vol.7 No.2, April 30, 2017

DOI: 10.4236/ojs.2017.72025 1,615 Downloads 3,373 Views Citations
Price Forecasting and Analysis of Exchange Traded Fund (Articles)

Ramesh Bollapragada, Igor Savin, Laoucine Kerbache

Journal of Mathematical Finance Vol.3 No.1A, March 29, 2013

DOI: 10.4236/jmf.2013.31A017 6,501 Downloads 11,783 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
The Effects of Credit Risk and Funding on the Pricing of Uncollateralized Derivative Contracts (Articles)

R. Abbate

Journal of Financial Risk Management Vol.4 No.2, April 29, 2015

DOI: 10.4236/jfrm.2015.42006 9,790 Downloads 12,510 Views Citations
Perceived Price Fairness in Pay-What-You-Want: A Multi-Country Study (Articles)

Julius Bettray, Augustin Suessmair, Tim Dorn

American Journal of Industrial and Business Management Vol.7 No.5, May 27, 2017

DOI: 10.4236/ajibm.2017.75051 3,325 Downloads 8,957 Views Citations
Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow, James Sochacki

Journal of Mathematical Finance Vol.9 No.4, October 25, 2019

DOI: 10.4236/jmf.2019.94031 1,234 Downloads 3,440 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Asset Pricing Models and the Performance of European Energy Indices (Articles)

Georgios Galyfianakis

Theoretical Economics Letters Vol.14 No.2, April 7, 2024

DOI: 10.4236/tel.2024.142022 236 Downloads 993 Views Citations
Optimization Method for Distribution Locational Marginal Pricing Considering Stepped Carbon Trading and Source-Grid-Load-Storage Coordination (Articles)

Haolong Wu

Journal of Applied Mathematics and Physics Vol.14 No.3, March 19, 2026

DOI: 10.4236/jamp.2026.143058 51 Downloads 285 Views Citations
Stochastic Modeling and Power Control of Time-Varying Wireless Communication Networks (Articles)

Mohammed M. Olama, Seddik M. Djouadi, Charalambos D. Charalambous

Communications and Network Vol.6 No.3, August 7, 2014

DOI: 10.4236/cn.2014.63017 3,075 Downloads 4,316 Views Citations
Optimal Control of Assets Allocation on a Defined Contribution Pension Plan (Articles)

Oteng Keganneng, Othusitse Basimanebotlhe

Open Access Library Journal Vol.9 No.6, June 30, 2022

DOI: 10.4236/oalib.1107970 256 Downloads 1,497 Views Citations
Forecasting Portfolio Market Risk Using Multivariate GARCH-Vine Copula Approach (Articles)

Valentine Wanjiku Mwai, Cyprian Ondieki Omari, Simon Maina Mundia

Journal of Mathematical Finance Vol.15 No.4, November 7, 2025

DOI: 10.4236/jmf.2025.154031 123 Downloads 1,562 Views Citations
Stochastic Modelling of Actual Black Gram Evapotranspiration (Articles)

Pankaj K. PANDEY, Vanita PANDEY, RajVir SINGH, S. R. BHAKAR

Journal of Water Resource and Protection Vol.1 No.6, December 23, 2009

DOI: 10.4236/jwarp.2009.16054 5,818 Downloads 10,693 Views Citations
Unified Performance and Availability Model for Call Admission Control in Heterogeneous Wireless Networks (Articles)

Ramesh Babu H. Siddamallaiah, Gowrishankar Subramanian, Piriyapatna S. Satyanarayana

International Journal of Communications, Network and System Sciences Vol.3 No.4, April 30, 2010

DOI: 10.4236/ijcns.2010.34052 5,129 Downloads 9,327 Views Citations
A Novel Stochastic Algorithm Using Pythagorean Means for Minimization (Articles)

Mona Subramaniam, Manju Senthil, Madhav Nigam

Intelligent Control and Automation Vol.1 No.2, November 26, 2010

DOI: 10.4236/ica.2010.12009 5,534 Downloads 8,281 Views Citations
Adaptation in Stochastic Dynamic Systems—Survey and New Results I (Articles)

Innokentiy V. Semushin

International Journal of Communications, Network and System Sciences Vol.4 No.1, January 28, 2011

DOI: 10.4236/ijcns.2011.41002 4,355 Downloads 8,791 Views Citations
Adaptation in Stochastic Dynamic Systems—Survey and New Results II (Articles)

Innokentiy V. Semushin

International Journal of Communications, Network and System Sciences Vol.4 No.4, April 15, 2011

DOI: 10.4236/ijcns.2011.44032 4,249 Downloads 8,840 Views Citations
Schrodinger-Langevin Equation and Ion Transport atNano Scale (Articles)

Samyadeb Bhattacharya, Suman Dutta, Sisir Roy

Journal of Modern Physics Vol.2 No.4, April 22, 2011

DOI: 10.4236/jmp.2011.24032 6,374 Downloads 12,885 Views Citations
Tail Behavior of Threshold Models with Innovations in the Domain of Attraction of the Double Exponential Distribution (Articles)

Aliou Diop, Saliou Diouf

Applied Mathematics Vol.2 No.5, May 6, 2011

DOI: 10.4236/am.2011.25067 5,187 Downloads 9,835 Views Citations
Analysis of Noise under Regime Switching (Articles)

Ling Bai, Xiaoyue Li

Applied Mathematics Vol.2 No.7, July 6, 2011

DOI: 10.4236/am.2011.27112 5,087 Downloads 9,362 Views Citations
Left Eigenvector of a Stochastic Matrix (Articles)

Sylvain Lavalle´e

Advances in Pure Mathematics Vol.1 No.4, July 29, 2011

DOI: 10.4236/apm.2011.14023 5,813 Downloads 13,552 Views Citations
Some New Estimators of Integrated Volatility (Articles)

Jaya P. N. Bishwal

Open Journal of Statistics Vol.1 No.2, July 29, 2011

DOI: 10.4236/ojs.2011.12008 5,137 Downloads 8,935 Views Citations

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